CME Swiss Franc Future March 2025
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.2069 |
1.2095 |
0.0026 |
0.2% |
1.1870 |
| High |
1.2090 |
1.2153 |
0.0063 |
0.5% |
1.2072 |
| Low |
1.2069 |
1.2095 |
0.0026 |
0.2% |
1.1870 |
| Close |
1.2074 |
1.2153 |
0.0079 |
0.7% |
1.2062 |
| Range |
0.0021 |
0.0058 |
0.0037 |
173.8% |
0.0202 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.7% |
0.0000 |
| Volume |
12 |
28 |
16 |
133.3% |
73 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2306 |
1.2287 |
1.2184 |
|
| R3 |
1.2248 |
1.2229 |
1.2168 |
|
| R2 |
1.2191 |
1.2191 |
1.2163 |
|
| R1 |
1.2172 |
1.2172 |
1.2158 |
1.2181 |
| PP |
1.2133 |
1.2133 |
1.2133 |
1.2138 |
| S1 |
1.2114 |
1.2114 |
1.2147 |
1.2124 |
| S2 |
1.2076 |
1.2076 |
1.2142 |
|
| S3 |
1.2018 |
1.2057 |
1.2137 |
|
| S4 |
1.1961 |
1.1999 |
1.2121 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2607 |
1.2537 |
1.2173 |
|
| R3 |
1.2405 |
1.2335 |
1.2118 |
|
| R2 |
1.2203 |
1.2203 |
1.2099 |
|
| R1 |
1.2133 |
1.2133 |
1.2081 |
1.2168 |
| PP |
1.2001 |
1.2001 |
1.2001 |
1.2019 |
| S1 |
1.1931 |
1.1931 |
1.2043 |
1.1966 |
| S2 |
1.1799 |
1.1799 |
1.2025 |
|
| S3 |
1.1597 |
1.1729 |
1.2006 |
|
| S4 |
1.1395 |
1.1527 |
1.1951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2153 |
1.1982 |
0.0171 |
1.4% |
0.0044 |
0.4% |
100% |
True |
False |
15 |
| 10 |
1.2153 |
1.1740 |
0.0413 |
3.4% |
0.0040 |
0.3% |
100% |
True |
False |
11 |
| 20 |
1.2153 |
1.1671 |
0.0482 |
4.0% |
0.0038 |
0.3% |
100% |
True |
False |
7 |
| 40 |
1.2153 |
1.1396 |
0.0757 |
6.2% |
0.0033 |
0.3% |
100% |
True |
False |
4 |
| 60 |
1.2153 |
1.1396 |
0.0757 |
6.2% |
0.0027 |
0.2% |
100% |
True |
False |
3 |
| 80 |
1.2153 |
1.1296 |
0.0857 |
7.1% |
0.0024 |
0.2% |
100% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2397 |
|
2.618 |
1.2303 |
|
1.618 |
1.2246 |
|
1.000 |
1.2210 |
|
0.618 |
1.2188 |
|
HIGH |
1.2153 |
|
0.618 |
1.2131 |
|
0.500 |
1.2124 |
|
0.382 |
1.2117 |
|
LOW |
1.2095 |
|
0.618 |
1.2059 |
|
1.000 |
1.2038 |
|
1.618 |
1.2002 |
|
2.618 |
1.1944 |
|
4.250 |
1.1851 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.2143 |
1.2124 |
| PP |
1.2133 |
1.2096 |
| S1 |
1.2124 |
1.2067 |
|